Best way to export scene objects to external program?
Export as an .fbx or .obj with "only selected" enabled...if you try to use .blend files in Unity you will run into all sorts of problems (bugs, only works if a compatible version of Blender is installed).

Select your objects that you want exported, then choose to export as .fbx or .obj. FBX supports animation, OBJ does not. If you just need a simple static mesh, you can use .obj, but I personally prefer to only use .fbx format for simplicity.



Finally, you don't need to export specific objects if you would rather not. If you need to export the entire scene (and will only want to export the entire scene in the future), just use this tool with all desired objects selected, and Unity will import it just fine. When it gets into Unity, the objects are still separate once you pull them into your scene...